Whereas variational GPs provide an approximation to exact GP regression, another approach to improving tractability of exact GP models is active data selection  [1]}, [2]}. Specifically, given a training data set \(\mathcal {D}_n\) , the data set is adaptively augmented as
\(\mathcal {D}_{n+i} &,~i=1,\ldots ,m, \\~\mathcal {D}_{n+i} & := \mathcal {D}_{n+i-1} \bigcup \lbrace (\theta _{n+i}, y_{n+i})\rbrace ,\) 
